My Systematic Trading Blog

[IlyaKEightSix]

Hey guys, long time no see. I'm currently in the job market (the asset manager I finished working at went into full-time asset raising mode in May), but...

I wanted to share with you my (somewhat new) systematic trading blog. It updates once a week on trading strategies that I play around with.

You can find it here:

www.quantStratTrader.wordpress.com

Also, there's my github, which contains one package dedicated to the work of Dr. John Ehlers and his super-fancy indicators, and another that provides some add-ons to the central core of R/Finance trading tech (xts/zoo -> blotter -> quantstrat -> etc.). You can find that here:

www.github.com/IlyaKipnis

Anyhow, if anyone has any thoughts to share, feedback, or more, feel free to let me know. Thanks a bunch.

 

[zyz]

Hey man, good to hear from you.
What happened to your Journal of Quant blog? Are you still collaborating with Brian?

 

[IlyaKEightSix]

Hey man, good to hear from you.
What happened to your Journal of Quant blog? Are you still collaborating with Brian?

This *is* my new journal. And in terms of collaboration, well, I'm not employed at his company, if that's what you're asking.

 

[NickKirk]

Ilya, there are some really good examples on your Blog site - well done!

I'm a student at UW and have taken Guy Yollin's Trading Systems class (using quantstrat, etc...) It's a really fantastic module. A few of us want to continue using these R libraries.....

Check us out (the group only started yesterday ):
https://groups.google.com/forum/#!forum/systematic-trading_class-of-uw-cfrm-551

Best,
Nick

 

[IlyaKEightSix]

Nick, I applied to join said group.

Regards,

Ilya

 

[NickKirk]

Nick, I applied to join said group.

Regards,

Ilya

You're welcome Ilya